The "free" traffic is only included inside Germany - not outside of Germany!
So if you are not in Germany, then you will be charged roaming fees according to your tariff for all the traffic that the applications use.
This anyhow does NOT mean that there is anything inside the apps that is free / blocked or anything else. Vodafone has nothing to do with Whatsapp / Telegram and so on and in so far can not influcence any calls being made using these apps.